Filtry
Claim Reserving Calculation
The aim of this paper is to show how to use non-parametric bootstrap at claim reserving determination.
BB - Aplikovaná statistika, operační výzkum
- 2009 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
A model of prudent claims reserving and of the required risk capital
A model of prudent claims reserving and of the required risk capital.
BA - Obecná matematika
- 2008 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Claim reserves prediction by resampling method
The article deals with one part of insurance theory - with the claim reserving calculation. The claim reserves are calculated by a non-conventional way - by the help of bootstrap method. Both point estimates and in...
BB - Aplikovaná statistika, operační výzkum
- 2011 •
- D
Rok uplatnění
D - Stať ve sborníku
Possibilities of Individual Claim Reserve Risk Modeling
Main topics of the document: Claims reserving; Settlement process; generalized linear model; stochastic modeling...
BB - Aplikovaná statistika, operační výzkum
- 2011 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Generalized estimating equations in claims reserving
The classical approaches to claims reserving problem are based on the limiting assumption that the claims in different years are independent variables of the claims reserves. Hence, methods that enable mod...
BA - Obecná matematika
- 2012 •
- D
Rok uplatnění
D - Stať ve sborníku
Modeling Dependencies in Claims Reserving with GEE
A common approach to the claims reserving problem is based on generalized, the classical techniques may provide incorrect predictions of the claims reserves or even of generalised estimating equations (GEE) for est...
BA - Obecná matematika
- 2013 •
- Jx •
- Odkaz
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
Stochastic claims reserving in insurance using random effects
Main topics of the document: claims reserving; dependency modelling; GLM; GLMM; panel data; random effects...
Statistics and probability
- 2017 •
- Jimp •
- Odkaz
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Conditional least squares and copulae in claims reserving for a single line of business
One of the main goals in non-life insurance is to estimate the claims reserve mean and variance of the claim amounts, is proposed for the claims development. On contrary to the classical stochastic reserving
BA - Obecná matematika
- 2014 •
- Jx •
- Odkaz
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
Confidence intervals for claim reserves
The paper shows solution of the problem of confidence interval construction for predicted cumulative Chain ladder claims.
BB - Aplikovaná statistika, operační výzkum
- 2010 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Holt-Winters method for run-off triangles in claims reserving
Run-off triangles present usual instruments for claims reserve predictions. The paper suggests a relatively simple method of such predictions based on the Holt-Winters recursive formulas modified for missing data. The technique expl...
Statistics and probability
- 2023 •
- Jimp •
- Odkaz
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
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